-33.9%
CIFR vs EXR
+75.5%
-109.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.9% | -0.6% | +18.5% | +18.1% |
| 7D | -10.2% | +5.2% | -15.4% | -11.7% |
| 30D | -55.0% | +20.9% | -75.9% | -57.7% |
| 3M | -64.1% | +7.7% | -71.8% | -65.0% |
| 6M | -70.1% | +13.2% | -83.3% | -71.7% |
| YTD | -55.7% | +26.5% | -82.1% | -59.7% |
| 1Y | -69.9% | +27.2% | -97.1% | -72.7% |
| 3Y | +68.7% | +71.5% | -2.9% | +34.6% |
| 5Y | -26.2% | +0.4% | -26.6% | -29.1% |
| All | -33.9% | +75.5% | -109.4% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling